Introduction to Types and Generic Programming

Jesse Perla, Thomas J. Sargent and John Stachurski

June 4, 2020

1 Contents

• Overview 2• Finding and Interpreting Types 3• The Type Hierarchy 4• Deducing and Declaring Types 5• Creating New Types 6• Introduction to Multiple Dispatch 7• Exercises 8

2 Overview

In Julia, arrays and tuples are the most important data type for working with numericaldata.

In this lecture we give more details on

• declaring types• abstract types• motivation for generic programming• multiple dispatch• building user-defined types

2.1 Setup

In [1]: using InstantiateFromURL# optionally add arguments to force installation: instantiate = true,�

↪precompile = truegithub_project("QuantEcon/quantecon-notebooks-julia", version = "0.8.0")

In [2]: using LinearAlgebra, Statistics

1

3 Finding and Interpreting Types

3.1 Finding The Type

As we have seen in the previous lectures, in Julia all values have a type, which can be queriedusing the typeof function

In [3]: @show typeof(1)@show typeof(1.0);

typeof(1) = Int64typeof(1.0) = Float64

The hard-coded values 1 and 1.0 are called literals in a programming language, and thecompiler deduces their types (Int64 and Float64 respectively in the example above).

You can also query the type of a value

In [4]: x = 1typeof(x)

Out[4]: Int64

The name x binds to the value 1, created as a literal.

3.2 Parametric Types

(See parametric types documentation).

The next two types use curly bracket notation to express the fact that they are parametric

In [5]: @show typeof(1.0 + 1im)@show typeof(ones(2, 2));

typeof(1.0 + 1im) = Complex{Float64}typeof(ones(2, 2)) = Array{Float64,2}

We will learn more details about generic programming later, but the key is to interpret thecurly brackets as swappable parameters for a given type.

For example, Array{Float64, 2} can be read as

1. Array is a parametric type representing a dense array, where the first parameter is thetype stored, and the second is the number of dimensions.

2. Float64 is a concrete type declaring that the data stored will be a particular size offloating point.

3. 2 is the number of dimensions of that array.

2

A concrete type is one where values can be created by the compiler (equivalently, one whichcan be the result of typeof(x) for some object x).

Values of a parametric type cannot be concretely constructed unless all of the parametersare given (themselves with concrete types).

In the case of Complex{Float64}

1. Complex is an abstract complex number type.

2. Float64 is a concrete type declaring what the type of the real and imaginary parts ofthe value should store.

Another type to consider is the Tuple and NamedTuple

In [6]: x = (1, 2.0, "test")@show typeof(x)

typeof(x) = Tuple{Int64,Float64,String}

Out[6]: Tuple{Int64,Float64,String}

In this case, Tuple is the parametric type, and the three parameters are a list of the types ofeach value.

For a named tuple

In [7]: x = (a = 1, b = 2.0, c = "test")@show typeof(x)

typeof(x) = NamedTuple{(:a, :b, :c),Tuple{Int64,Float64,String}}

Out[7]: NamedTuple{(:a, :b, :c),Tuple{Int64,Float64,String}}

The parametric NamedTuple type contains two parameters: first a list of names for eachfield of the tuple, and second the underlying Tuple type to store the values.

Anytime a value is prefixed by a colon, as in the :a above, the type is Symbol – a specialkind of string used by the compiler.

In [8]: typeof(:a)

Out[8]: Symbol

Remark: Note that, by convention, type names use CamelCase – Array, AbstractArray,etc.

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3.3 Variables, Types, and Values

Since variables and functions are lower case by convention, this can be used to easily identifytypes when reading code and output.

After assigning a variable name to a value, we can query the type of the value via the name.

In [9]: x = 42@show typeof(x);

typeof(x) = Int64

Thus, x is just a symbol bound to a value of type Int64.

We can rebind the symbol x to any other value, of the same type or otherwise.

In [10]: x = 42.0

Out[10]: 42.0

Now x “points to” another value, of type Float64

In [11]: typeof(x)

Out[11]: Float64

However, beyond a few notable exceptions (e.g. nothing used for error handling), changingtypes is usually a symptom of poorly organized code, and makes type inference more difficultfor the compiler.

4 The Type Hierarchy

Let’s discuss how types are organized.

4.1 Abstract vs Concrete Types

(See abstract types documentation)

Up to this point, most of the types we have worked with (e.g., Float64, Int64) are exam-ples of concrete types.

Concrete types are types that we can instantiate – i.e., pair with data in memory.

We will now examine abstract types that cannot be instantiated (e.g., Real, Abstract-Float).

For example, while you will never have a Real number directly in memory, the abstract typeshelp us organize and work with related concrete types.

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4.2 Subtypes and Supertypes

How exactly do abstract types organize or relate different concrete types?

In the Julia language specification, the types form a hierarchy.

You can check if a type is a subtype of another with the <: operator.

In [12]: @show Float64 <: Real@show Int64 <: Real@show Complex{Float64} <: Real@show Array <: Real;

Float64 <: Real = trueInt64 <: Real = trueComplex{Float64} <: Real = falseArray <: Real = false

In the above, both Float64 and Int64 are subtypes of Real, whereas the Complex num-bers are not.

They are, however, all subtypes of Number

In [13]: @show Real <: Number@show Float64 <: Number@show Int64 <: Number@show Complex{Float64} <: Number;

Real <: Number = trueFloat64 <: Number = trueInt64 <: Number = trueComplex{Float64} <: Number = true

Number in turn is a subtype of Any, which is a parent of all types.

In [14]: Number <: Any

Out[14]: true

In particular, the type tree is organized with Any at the top and the concrete types at thebottom.

We never actually see instances of abstract types (i.e., typeof(x) never returns an abstracttype).

The point of abstract types is to categorize the concrete types, as well as other abstract typesthat sit below them in the hierarchy.

There are some further functions to help you explore the type hierarchy, such asshow_supertypes which walks up the tree of types to Any for a given type.

In [15]: using Base: show_supertypes # import the function from the `Base` package

show_supertypes(Int64)

5

Int64 <: Signed <: Integer <: Real <: Number <: Any

And the subtypes which gives a list of the available subtypes for any packages or code cur-rently loaded

In [16]: @show subtypes(Real)@show subtypes(AbstractFloat);

subtypes(Real) = Any[AbstractFloat, AbstractIrrational, Integer, Rational]subtypes(AbstractFloat) = Any[BigFloat, Float16, Float32, Float64]

5 Deducing and Declaring Types

We will discuss this in detail in generic programming, but much of Julia’s performance gainsand generality of notation comes from its type system.

For example

In [17]: x1 = [1, 2, 3]x2 = [1.0, 2.0, 3.0]

@show typeof(x1)@show typeof(x2)

typeof(x1) = Array{Int64,1}typeof(x2) = Array{Float64,1}

Out[17]: Array{Float64,1}

These return Array{Int64,1} and Array{Float64,1} respectively, which the compileris able to infer from the right hand side of the expressions.

Given the information on the type, the compiler can work through the sequence of expres-sions to infer other types.

In [18]: f(y) = 2y # define some function

x = [1, 2, 3]z = f(x) # call with an integer array - compiler deduces type

Out[18]: 3-element Array{Int64,1}:246

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5.1 Good Practices for Functions and Variable Types

In order to keep many of the benefits of Julia, you will sometimes want to ensure the com-piler can always deduce a single type from any function or expression.

An example of bad practice is to use an array to hold unrelated types

In [19]: x = [1.0, "test", 1] # typically poor style

Out[19]: 3-element Array{Any,1}:1.0"test"

1

The type of this array is Array{Any,1}, where Any means the compiler has determinedthat any valid Julia type can be added to the array.

While occasionally useful, this is to be avoided whenever possible in performance sensitivecode.

The other place this can come up is in the declaration of functions.

As an example, consider a function which returns different types depending on the arguments.

In [20]: function f(x)if x > 0

return 1.0else

return 0 # probably meant `0.0`end

end

@show f(1)@show f(-1);

f(1) = 1.0f(-1) = 0

The issue here is relatively subtle: 1.0 is a floating point, while 0 is an integer.

Consequently, given the type of x, the compiler cannot in general determine what type thefunction will return.

This issue, called type stability, is at the heart of most Julia performance considerations.

Luckily, trying to ensure that functions return the same types is also generally consistent withsimple, clear code.

5.2 Manually Declaring Function and Variable Types

(See type declarations documentation)

You will notice that in the lecture notes we have never directly declared any types.

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This is intentional both for exposition and as a best practice for using packages (as opposedto writing new packages, where declaring these types is very important).

It is also in contrast to some of the sample code you will see in other Julia sources, which youwill need to be able to read.

To give an example of the declaration of types, the following are equivalent

In [21]: function f(x, A)b = [5.0, 6.0]return A * x .+ b

end

val = f([0.1, 2.0], [1.0 2.0; 3.0 4.0])

Out[21]: 2-element Array{Float64,1}:9.1

14.3

In [22]: function f2(x::Vector{Float64}, A::Matrix{Float64})::Vector{Float64}# argument and return typesb::Vector{Float64} = [5.0, 6.0]return A * x .+ b

end

val = f2([0.1; 2.0], [1.0 2.0; 3.0 4.0])

Out[22]: 2-element Array{Float64,1}:9.1

14.3

While declaring the types may be verbose, would it ever generate faster code?

The answer is almost never.

Furthermore, it can lead to confusion and inefficiencies since many things that behave likevectors and matrices are not Matrix{Float64} and Vector{Float64}.

Here, the first line works and the second line fails

In [23]: @show f([0.1; 2.0], [1 2; 3 4])@show f([0.1; 2.0], Diagonal([1.0, 2.0]))

# f2([0.1; 2.0], [1 2; 3 4]) # not a `Float64`# f2([0.1; 2.0], Diagonal([1.0, 2.0])) # not a `Matrix{Float64}`

f([0.1; 2.0], [1 2; 3 4]) = [9.1, 14.3]f([0.1; 2.0], Diagonal([1.0, 2.0])) = [5.1, 10.0]

Out[23]: 2-element Array{Float64,1}:5.1

10.0

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6 Creating New Types

(See type declarations documentation)

Up until now, we have used NamedTuple to collect sets of parameters for our models andexamples.

These are useful for maintaining values for model parameters, but you will eventually need tobe able to use code that creates its own types.

6.1 Syntax for Creating Concrete Types

(See composite types documentation)

While other sorts of types exist, we almost always use the struct keyword, which is for cre-ation of composite data types

• “Composite” refers to the fact that the data types in question can be used as collectionof named fields.

• The struct terminology is used in a number of programming languages to refer tocomposite data types.

Let’s start with a trivial example where the struct we build has fields named a, b, c, arenot typed

In [24]: struct FooNotTyped # immutable by default, use `mutable struct` otherwisea # BAD! not typedbc

end

And another where the types of the fields are chosen

In [25]: struct Fooa::Float64b::Int64c::Vector{Float64}

end

In either case, the compiler generates a function to create new values of the data type, calleda “constructor”.

It has the same name as the data type but uses function call notion

In [26]: foo_nt = FooNotTyped(2.0, 3, [1.0, 2.0, 3.0]) # new `FooNotTyped`foo = Foo(2.0, 3, [1.0, 2.0, 3.0]) # creates a new `Foo`

@show typeof(foo)@show foo.a # get the value for a field@show foo.b@show foo.c;

# foo.a = 2.0 # fails since it is immutable

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typeof(foo) = Foofoo.a = 2.0foo.b = 3foo.c = [1.0, 2.0, 3.0]

You will notice two differences above for the creation of a struct compared to our use ofNamedTuple.

• Types are declared for the fields, rather than inferred by the compiler.• The construction of a new instance has no named parameters to prevent accidental mis-

use if the wrong order is chosen.

6.2 Issues with Type Declarations

Was it necessary to manually declare the types a::Float64 in the above struct?

The answer, in practice, is usually yes.

Without a declaration of the type, the compiler is unable to generate efficient code, and theuse of a struct declared without types could drop performance by orders of magnitude.

Moreover, it is very easy to use the wrong type, or unnecessarily constrain the types.

The first example, which is usually just as low-performance as no declaration of types at all,is to accidentally declare it with an abstract type

In [27]: struct Foo2a::Float64b::Integer # BAD! Not a concrete typec::Vector{Real} # BAD! Not a concrete type

end

The second issue is that by choosing a type (as in the Foo above), you may be unnecessarilyconstraining what is allowed

In [28]: f(x) = x.a + x.b + sum(x.c) # use the typea = 2.0b = 3c = [1.0, 2.0, 3.0]foo = Foo(a, b, c)@show f(foo) # call with the foo, no problem

# some other typed for the valuesa = 2 # not a floating point but `f()` would workb = 3c = [1.0, 2.0, 3.0]' # transpose is not a `Vector` but `f()` would work# foo = Foo(a, b, c) # fails to compile

# works with `NotTyped` version, but low performancefoo_nt = FooNotTyped(a, b, c)@show f(foo_nt);

f(foo) = 11.0f(foo_nt) = 11.0

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6.3 Declaring Parametric Types (Advanced)

(See type parametric types documentation)

Motivated by the above, we can create a type which can adapt to holding fields of differenttypes.

In [29]: struct Foo3{T1, T2, T3}a::T1 # could be any typeb::T2c::T3

end

# works finea = 2b = 3c = [1.0, 2.0, 3.0]' # transpose is not a `Vector` but `f()` would workfoo = Foo3(a, b, c)@show typeof(foo)f(foo)

typeof(foo) = Foo3{Int64,Int64,Adjoint{Float64,Array{Float64,1}}}

Out[29]: 11.0

Of course, this is probably too flexible, and the f function might not work on an arbitrary setof a, b, c.

You could constrain the types based on the abstract parent type using the <: operator

In [30]: struct Foo4{T1 <: Real, T2 <: Real, T3 <: AbstractVecOrMat{<:Real}}a::T1b::T2c::T3 # should check dimensions as well

endfoo = Foo4(a, b, c) # no problem, and high performance@show typeof(foo)f(foo)

typeof(foo) = Foo4{Int64,Int64,Adjoint{Float64,Array{Float64,1}}}

Out[30]: 11.0

This ensures that

• a and b are a subtype of Real, and + in the definition of f works• c is a one dimensional abstract array of Real values

The code works, and is equivalent in performance to a NamedTuple, but is more verbose anderror prone.

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6.4 Keyword Argument Constructors (Advanced)

There is no way to avoid learning parametric types to achieve high performance code.

However, the other issue where constructor arguments are error-prone, can be remedied withthe Parameters.jl library.

In [31]: using Parameters

@with_kw struct Foo5a::Float64 = 2.0 # adds default valueb::Int64c::Vector{Float64}

end

foo = Foo5(a = 0.1, b = 2, c = [1.0, 2.0, 3.0])foo2 = Foo5(c = [1.0, 2.0, 3.0], b = 2) # rearrange order, uses default�

↪values

@show foo@show foo2

function f(x)@unpack a, b, c = x # can use `@unpack` on any structreturn a + b + sum(c)

end

f(foo)

foo = Foo5a: Float64 0.1b: Int64 2c: Array{Float64}((3,)) [1.0, 2.0, 3.0]

foo2 = Foo5a: Float64 2.0b: Int64 2c: Array{Float64}((3,)) [1.0, 2.0, 3.0]

Out[31]: 8.1

6.5 Tips and Tricks for Writing Generic Functions

As discussed in the previous sections, there is major advantage to never declaring a type un-less it is absolutely necessary.

The main place where it is necessary is designing code around multiple dispatch.

If you are careful to write code that doesn’t unnecessarily assume types, you will both achievehigher performance and allow seamless use of a number of powerful libraries such as auto-differentiation, static arrays, GPUs, interval arithmetic and root finding, arbitrary precisionnumbers, and many more packages – including ones that have not even been written yet.

A few simple programming patterns ensure that this is possible

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• Do not declare types when declaring variables or functions unless necessary.

In [32]: # BADx = [5.0, 6.0, 2.1]

function g(x::Array{Float64, 1}) # not generic!y = zeros(length(x)) # not generic, hidden float!z = Diagonal(ones(length(x))) # not generic, hidden float!q = ones(length(x))y .= z * x + qreturn y

end

g(x)

# GOODfunction g2(x) # or `x::AbstractVector`

y = similar(x)z = Iq = ones(eltype(x), length(x)) # or `fill(one(x), length(x))`y .= z * x + qreturn y

end

g2(x)

Out[32]: 3-element Array{Float64,1}:6.07.03.1

• Preallocate related vectors with similar where possible, and use eltype or typeof.This is important when using Multiple Dispatch given the different input types thefunction can call

In [33]: function g(x)y = similar(x)for i in eachindex(x)

y[i] = x[i]^2 # could broadcastendreturn y

end

g([BigInt(1), BigInt(2)])

Out[33]: 2-element Array{BigInt,1}:14

• Use typeof or eltype to declare a type

In [34]: @show typeof([1.0, 2.0, 3.0])@show eltype([1.0, 2.0, 3.0]);

typeof([1.0, 2.0, 3.0]) = Array{Float64,1}eltype([1.0, 2.0, 3.0]) = Float64

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• Beware of hidden floating points

In [35]: @show typeof(ones(3))@show typeof(ones(Int64, 3))@show typeof(zeros(3))@show typeof(zeros(Int64, 3));

typeof(ones(3)) = Array{Float64,1}typeof(ones(Int64, 3)) = Array{Int64,1}typeof(zeros(3)) = Array{Float64,1}typeof(zeros(Int64, 3)) = Array{Int64,1}

• Use one and zero to write generic code

In [36]: @show typeof(1)@show typeof(1.0)@show typeof(BigFloat(1.0))@show typeof(one(BigFloat)) # gets multiplicative identity, passing in�

↪type@show typeof(zero(BigFloat))

x = BigFloat(2)

@show typeof(one(x)) # can call with a variable for convenience@show typeof(zero(x));

typeof(1) = Int64typeof(1.0) = Float64typeof(BigFloat(1.0)) = BigFloattypeof(one(BigFloat)) = BigFloattypeof(zero(BigFloat)) = BigFloattypeof(one(x)) = BigFloattypeof(zero(x)) = BigFloat

This last example is a subtle, because of something called type promotion

• Assume reasonable type promotion exists for numeric types

In [37]: # ACCEPTABLEfunction g(x::AbstractFloat)

return x + 1.0 # assumes `1.0` can be converted to something�↪compatible with

`typeof(x)`end

x = BigFloat(1.0)

@show typeof(g(x)); # this has "promoted" the `1.0` to a `BigFloat`

typeof(g(x)) = BigFloat

But sometimes assuming promotion is not enough

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In [38]: # BADfunction g2(x::AbstractFloat)

if x > 0.0 # can't efficiently call with `x::Integer`return x + 1.0 # OK - assumes you can promote `Float64` to�

↪`AbstractFloat`otherwise

return 0 # BAD! Returns a `Int64`end

end

x = BigFloat(1.0)x2 = BigFloat(-1.0)

@show typeof(g2(x))@show typeof(g2(x2)) # type unstable

# GOODfunction g3(x) #

if x > zero(x) # any type with an additive identityreturn x + one(x) # more general but less important of a change

otherwisereturn zero(x)

endend

@show typeof(g3(x))@show typeof(g3(x2)); # type stable

typeof(g2(x)) = BigFloattypeof(g2(x2)) = Nothingtypeof(g3(x)) = BigFloattypeof(g3(x2)) = Nothing

These patterns are relatively straightforward, but generic programming can be thought ofas a Leontief production function: if any of the functions you write or call are not preciseenough, then it may break the chain.

This is all the more reason to exploit carefully designed packages rather than “do-it-yourself”.

6.6 A Digression on Style and Naming

The previous section helps to establish some of the reasoning behind the style choices in theselectures: “be aware of types, but avoid declaring them”.

The purpose of this is threefold:

• Provide easy to read code with minimal “syntactic noise” and a clear correspondence tothe math.

• Ensure that code is sufficiently generic to exploit other packages and types.• Avoid common mistakes and unnecessary performance degradations.

This is just one of many decisions and patterns to ensure that your code is consistent andclear.

The best resource is to carefully read other peoples code, but a few sources to review are

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• Julia Style Guide.• Invenia Blue Style Guide.• Julia Praxis Naming Guides.• QuantEcon Style Guide used in these lectures.

Now why would we emphasize naming and style as a crucial part of the lectures?

Because it is an essential tool for creating research that is reproducible and correct.

Some helpful ways to think about this are

• Clearly written code is easier to review for errors: The first-order concern of anycode is that it correctly implements the whiteboard math.

• Code is read many more times than it is written: Saving a few keystrokes in typ-ing a variable name is never worth it, nor is a divergence from the mathematical nota-tion where a single symbol for a variable name would map better to the model.

• Write code to be read in the future, not today: If you are not sure anyone elsewill read the code, then write it for an ignorant future version of yourself who may haveforgotten everything, and is likely to misuse the code.

• Maintain the correspondence between the whiteboard math and the code:For example, if you change notation in your model, then immediately update all vari-ables in the code to reflect it.

6.6.1 Commenting Code

One common mistake people make when trying to apply these goals is to add in a large num-ber of comments.

Over the years, developers have found that excess comments in code (and especially big com-ment headers used before every function declaration) can make code harder to read.

The issue is one of syntactic noise: if most of the comments are redundant given clear vari-able and function names, then the comments make it more difficult to mentally parse andread the code.

If you examine Julia code in packages and the core language, you will see a great amount ofcare taken in function and variable names, and comments are only added where helpful.

For creating packages that you intend others to use, instead of a comment header, you shoulduse docstrings.

7 Introduction to Multiple Dispatch

One of the defining features of Julia is multiple dispatch, whereby the same function namecan do different things depending on the underlying types.

Without realizing it, in nearly every function call within packages or the standard library youhave used this feature.

To see this in action, consider the absolute value function abs

In [39]: @show abs(-1) # `Int64`@show abs(-1.0) # `Float64`@show abs(0.0 - 1.0im); # `Complex{Float64}`

16

abs(-1) = 1abs(-1.0) = 1.0abs(0.0 - 1.0im) = 1.0

In all of these cases, the abs function has specialized code depending on the type passed in.

To do this, a function specifies different methods which operate on a particular set of types.

Unlike most cases we have seen before, this requires a type annotation.

To rewrite the abs function

In [40]: function ourabs(x::Real)if x > zero(x) # note, not 0!

return xelse

return -xend

end

function ourabs(x::Complex)sqrt(real(x)^2 + imag(x)^2)

end

@show ourabs(-1) # `Int64`@show ourabs(-1.0) # `Float64`@show ourabs(1.0 - 2.0im); # `Complex{Float64}`

ourabs(-1) = 1ourabs(-1.0) = 1.0ourabs(1.0 - 2.0im) = 2.23606797749979

Note that in the above, x works for any type of Real, including Int64, Float64, and onesyou may not have realized exist

In [41]: x = -2//3 # `Rational` number, -2/3@show typeof(x)@show ourabs(x);

typeof(x) = Rational{Int64}ourabs(x) = 2//3

You will also note that we used an abstract type, Real, and an incomplete parametric type,Complex, when defining the above functions.

Unlike the creation of struct fields, there is no penalty in using abstract types when youdefine function parameters, as they are used purely to determine which version of a functionto use.

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7.1 Multiple Dispatch in Algorithms (Advanced)

If you want an algorithm to have specialized versions when given different input types, youneed to declare the types for the function inputs.

As an example where this could come up, assume that we have some grid x of values, the re-sults of a function f applied at those values, and want to calculate an approximate derivativeusing forward differences.

In that case, given 𝑥𝑛, 𝑥𝑛+1, 𝑓(𝑥𝑛) and 𝑓(𝑥𝑛+1), the forward-difference approximation of thederivative is

𝑓 ′(𝑥𝑛) ≈ 𝑓(𝑥𝑛+1) − 𝑓(𝑥𝑛)𝑥𝑛+1 − 𝑥𝑛

To implement this calculation for a vector of inputs, we notice that there is a specialized im-plementation if the grid is uniform.

The uniform grid can be implemented using an AbstractRange, which we can analyze withtypeof, supertype and show_supertypes.

In [42]: x = range(0.0, 1.0, length = 20)x_2 = 1:1:20 # if integers

@show typeof(x)@show typeof(x_2)@show supertype(typeof(x))

typeof(x) =StepRangeLen{Float64,Base.TwicePrecision{Float64},Base.TwicePrecision{Float64}}typeof(x_2) = StepRange{Int64,Int64}supertype(typeof(x)) = AbstractRange{Float64}

Out[42]: AbstractRange{Float64}

To see the entire tree about a particular type, use show_supertypes.

In [43]: show_supertypes(typeof(x)) # or typeof(x) |> show_supertypes

StepRangeLen{Float64,Base.TwicePrecision{Float64},Base.↪TwicePrecision{Float64}} <:

AbstractRange{Float64} <: AbstractArray{Float64,1} <: Any

In [44]: show_supertypes(typeof(x_2))

StepRange{Int64,Int64} <: OrdinalRange{Int64,Int64} <: AbstractRange{Int64} <:AbstractArray{Int64,1} <: Any

The types of the range objects can be very complicated, but are both subtypes of Abstrac-tRange.

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In [45]: @show typeof(x) <: AbstractRange@show typeof(x_2) <: AbstractRange;

typeof(x) <: AbstractRange = truetypeof(x_2) <: AbstractRange = true

While you may not know the exact concrete type, any AbstractRange has an informal setof operations that are available.

In [46]: @show minimum(x)@show maximum(x)@show length(x)@show step(x);

minimum(x) = 0.0maximum(x) = 1.0length(x) = 20step(x) = 0.05263157894736842

Similarly, there are a number of operations available for any AbstractVector, such aslength.

In [47]: f(x) = x^2f_x = f.(x) # calculating at the range values

@show typeof(f_x)@show supertype(typeof(f_x))@show supertype(supertype(typeof(f_x))) # walk up tree again!@show length(f_x); # and many more

typeof(f_x) = Array{Float64,1}supertype(typeof(f_x)) = DenseArray{Float64,1}supertype(supertype(typeof(f_x))) = AbstractArray{Float64,1}length(f_x) = 20

In [48]: show_supertypes(typeof(f_x))

Array{Float64,1} <: DenseArray{Float64,1} <: AbstractArray{Float64,1} <: Any

There are also many functions that can use any AbstractArray, such as diff.

?diff

search: diff symdiff setdiff symdiff! setdiff! Cptrdiff_t

diff(A::AbstractVector) # finite difference operator of matrix or vector A

# if A is a matrix, specify the dimension over which to operate with the dims keyword argumentdiff(A::AbstractMatrix; dims::Integer)

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Hence, we can call this function for anything of type AbstractVector.

Finally, we can make a high performance specialization for any AbstractVector and Ab-stractRange.

In [49]: slopes(f_x::AbstractVector, x::AbstractRange) = diff(f_x) / step(x)

Out[49]: slopes (generic function with 1 method)

We can use auto-differentiation to compare the results.

In [50]: using Plots, ForwardDiffgr(fmt = :png);

# operator to get the derivative of this function using ADD(f) = x -> ForwardDiff.derivative(f, x)

# compare slopes with AD for sin(x)q(x) = sin(x)x = 0.0:0.1:4.0q_x = q.(x)q_slopes_x = slopes(q_x, x)

D_q_x = D(q).(x) # broadcasts AD across vector

plot(x[1:end-1], D_q_x[1:end-1], label = "q' with AD")plot!(x[1:end-1], q_slopes_x, label = "q slopes")

Out[50]:

Consider a variation where we pass a function instead of an AbstractArray

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In [51]: slopes(f::Function, x::AbstractRange) = diff(f.(x)) / step(x) #�↪broadcast function

@show typeof(q) <: Function@show typeof(x) <: AbstractRangeq_slopes_x = slopes(q, x) # use slopes(f::Function, x)@show q_slopes_x[1];

typeof(q) <: Function = truetypeof(x) <: AbstractRange = trueq_slopes_x[1] = 0.9983341664682815

Finally, if x was an AbstractArray and not an AbstractRange we can no longer use auniform step.

For this, we add in a version calculating slopes with forward first-differences

In [52]: # broadcasts over the diffslopes(f::Function, x::AbstractArray) = diff(f.(x)) ./ diff(x)

x_array = Array(x) # convert range to array@show typeof(x_array) <: AbstractArrayq_slopes_x = slopes(q, x_array)@show q_slopes_x[1];

typeof(x_array) <: AbstractArray = trueq_slopes_x[1] = 0.9983341664682815

In the final example, we see that it is able to use specialized implementations over both the fand the x arguments.

This is the “multiple” in multiple dispatch.

8 Exercises

8.1 Exercise 1

Explore the package StaticArrays.jl.

• Describe two abstract types and the hierarchy of three different concrete types.• Benchmark the calculation of some simple linear algebra with a static array compared

to the following for a dense array for N = 3 and N = 15.

In [53]: using BenchmarkTools

N = 3A = rand(N, N)x = rand(N)

@btime $A * $x # the $ in front of variable names is sometimes important@btime inv($A)

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81.918 ns (1 allocation: 112 bytes)717.143 ns (5 allocations: 1.98 KiB)

Out[53]: 3×3 Array{Float64,2}:2.28176 -11.6583 7.47053

-1.91443 5.40309 -2.14708-1.00827 12.2758 -8.05507

8.2 Exercise 2

A key step in the calculation of the Kalman Filter is calculation of the Kalman gain, as canbe seen with the following example using dense matrices from the Kalman lecture.

Using what you learned from Exercise 1, benchmark this using Static Arrays

In [54]: Σ = [0.4 0.3;0.3 0.45]

G = IR = 0.5 * Σ

gain(Σ, G, R) = Σ * G' * inv(G * Σ * G' + R)@btime gain($Σ, $G, $R)

861.381 ns (10 allocations: 1.94 KiB)

Out[54]: 2×2 Array{Float64,2}:0.666667 1.11022e-161.11022e-16 0.666667

How many times faster are static arrays in this example?

8.3 Exercise 3

The Polynomial.jl provides a package for simple univariate Polynomials.

In [55]: using Polynomials

p = Polynomial([2, -5, 2], :x) # :x just gives a symbol for display

@show pp′ = derivative(p) # gives the derivative of p, another polynomial@show p(0.1), p′(0.1) # call like a function@show roots(p); # find roots such that p(x) = 0

p = Polynomial(2 - 5*x + 2*x^2)(p(0.1), p′(0.1)) = (1.52, -4.6)roots(p) = [0.5, 2.0]

Plot both p(x) and p′(x) for 𝑥 ∈ [−2, 2].

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8.4 Exercise 4

Use your solution to Exercise 8(a/b) in Introductory Examples to create a specialized versionof Newton’s method for Polynomials using the derivative function.

The signature of the function should be newtonsmethod(p::Polynomial, x_0; tol-erance = 1E-7, maxiter = 100), where p::Polynomial ensures that this version ofthe function will be used anytime a polynomial is passed (i.e. dispatch).

Compare the results of this function to the built-in roots(p) function.

8.5 Exercise 5 (Advanced)

The trapezoidal rule approximates an integral with

∫�̄�

𝑥𝑓(𝑥) 𝑑𝑥 ≈

𝑁∑𝑛=1

𝑓(𝑥𝑛−1) + 𝑓(𝑥𝑛)2 Δ𝑥𝑛

where 𝑥0 = 𝑥, 𝑥𝑁 = ̄𝑥, and Δ𝑥𝑛 ≡ 𝑥𝑛−1 − 𝑥𝑛.

Given an x and a function f, implement a few variations of the trapezoidal rule using multi-ple dispatch

• trapezoidal(f, x) for any typeof(x) = AbstractArray and typeof(f) ==AbstractArray where length(x) = length(f)

• trapezoidal(f, x) for any typeof(x) = AbstractRange and typeof(f) ==AbstractArray where length(x) = length(f)

– Exploit the fact that AbstractRange has constant step sizes to specialize thealgorithm

• trapezoidal(f, x�, x

�, N) where typeof(f) = Function, and the other argu-

ments are Real– For this, build a uniform grid with N points on [x

�, x

�] – call the f function at

those grid points and use the existing trapezoidal(f, x) from the implemen-tation

With these: 1. Test each variation of the function with 𝑓(𝑥) = 𝑥2 with 𝑥 = 0, ̄𝑥 = 1. 2.From the analytical solution of the function, plot the error of trapezoidal(f, x

�, x

�, N)

relative to the analytical solution for a grid of different N values. 3. Consider trying differentfunctions for 𝑓(𝑥) and compare the solutions for various N.

When trying different functions, instead of integrating by hand consider using a high-accuracy library for numerical integration such as QuadGK.jl

In [56]: using QuadGK

f(x) = x^2value, accuracy = quadgk(f, 0.0, 1.0)

Out[56]: (0.3333333333333333, 5.551115123125783e-17)

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8.6 Exercise 6 (Advanced)

Take a variation of your code in Exercise 5.

Use auto-differentiation to calculate the following derivative for the example functions

𝑑𝑑 ̄𝑥 ∫

�̄�

𝑥𝑓(𝑥) 𝑑𝑥

Hint: See the following code for the general pattern, and be careful to follow the rules forgeneric programming.

In [57]: using ForwardDiff

function f(a, b; N = 50)r = range(a, b, length=N) # one

return mean(r)end

Df(x) = ForwardDiff.derivative(y -> f(0.0, y), x)

@show f(0.0, 3.0)@show f(0.0, 3.1)

Df(3.0)

f(0.0, 3.0) = 1.5f(0.0, 3.1) = 1.55

Out[57]: 0.5

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